-99.9%
FCUV vs LTH
+143.1%
-242.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.0% |
| 7D | -4.7% | +0.3% | -5.0% | -4.8% |
| 30D | -23.2% | +17.7% | -40.9% | -27.9% |
| 3M | -49.2% | +8.5% | -57.6% | -50.3% |
| 6M | -9.2% | +46.9% | -56.2% | -18.5% |
| YTD | -90.6% | +78.8% | -169.4% | -92.0% |
| 1Y | -97.9% | +84.9% | -182.8% | -98.2% |
| 3Y | -99.5% | +246.4% | -345.9% | -99.7% |
| 5Y | -99.9% | +129.6% | -229.4% | -99.9% |
| All | -99.9% | +143.1% | -242.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling